+8,434.7%
SHOP vs BAX
-17.2%
+8,451.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -1.0% |
| 7D | -5.1% | -1.1% | -4.0% | -4.6% |
| 30D | +0.6% | -5.5% | +6.0% | +3.1% |
| 3M | +25.0% | +33.5% | -8.5% | +8.4% |
| 6M | +11.9% | +35.9% | -23.9% | -4.3% |
| YTD | -9.9% | +35.4% | -45.2% | -23.8% |
| 1Y | 0.0% | +9.8% | -9.8% | -7.7% |
| 3Y | +117.5% | -32.7% | +150.2% | +144.4% |
| 5Y | -6.6% | -65.6% | +58.9% | +50.1% |
| 10Y | +3,320.3% | -34.9% | +3,355.2% | +3,247.8% |
| All | +8,434.7% | -17.2% | +8,451.9% | +7,855.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling